Jac*_*Law 4 python datetime attributes numpy
我是Python新手。我已经开始使用 pyfolio 库,当我输入以下代码时
pf.create_returns_tear_sheet(data['New_Adjusted_Returns'],benchmark_rets=None)
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出现如下错误:
AttributeError: 'numpy.int64' object has no attribute 'to_pydatetime'
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data['New_Adjusted_Returns'] 由以下数据组成:
Date
2020-02-14 -0.004500
2020-02-17 -0.022107
2020-02-18 -0.000029
2020-02-19 -0.000800
2020-02-20 -0.017102
2020-02-21 -0.000028
2020-02-24 0.014400
2020-02-25 0.007900
2020-02-26 -0.001000
2020-02-27 -0.000517
2020-02-28 -0.000029
Would someone be able to help me on this issue? Thank you very much.
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Ano*_*gra 11
通过更改文件 timeseries.py 中的第 893 行修复了此问题
valley = underwater.index[np.argmin(underwater)] # end of the period
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